Ballestra, L. V., D'Innocenzo, E., & Tezza, C. (2024). GARCH option valuation with long-run and short-run volatility components: A novel framework ensuring positive variance.
Chicago-Zitierstil (17. Ausg.)Ballestra, Luca Vincenzo, Enzo D'Innocenzo, und Christian Tezza. GARCH Option Valuation with Long-run and Short-run Volatility Components: A Novel Framework Ensuring Positive Variance. 2024.
MLA-Zitierstil (9. Ausg.)Ballestra, Luca Vincenzo, et al. GARCH Option Valuation with Long-run and Short-run Volatility Components: A Novel Framework Ensuring Positive Variance. 2024.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.